Discrete Optimization
a r t i c l e i n f o a b s t r a c t
Article history: The daily scheduling of an operating theatre is a highly constrained problem. In addition to standard schedul-
Received 30 January 2014 ing constraints, many additional constraints on human and material resources encountered in real life should
Accepted 5 June 2015
be taken into account. These constraints concern the priority of operations, the affinities between surgical
Available online 22 June 2015
team members, renewable and non-renewable resources, various sizes in the block scheduling strategy, and
Keywords: the surgical team’s preferences/availabilities. We developed two models in our research work, using mixed-
Combinatorial optimization integer and constraint programming respectively. These were compared using a real-life case in order to
Constraints satisfaction determine which one coped better with a highly constrained problem. A cross-comparison of the experi-
Linear programming mental results shows that the mixed-integer programming model provides a better performance using the
OR in health services weighted sum objective function than using the makespan minimization objective function. Conversely, the
Models comparison constraint programming model is better suited to the makespan minimization objective function than to the
weighted sum objective function. The originality of this research lies on three levels: (1) two models are pre-
sented in detail and compared using real data; (2) constraint programming is used to schedule the operating
theatre; (3) some new constraints are taken into account, such as the affinities between team members in
the composition of surgical teams, and the priorities of patients such as diabetics.
© 2015 Elsevier B.V. and Association of European Operational Research Societies (EURO) within the
International Federation of Operational Research Societies (IFORS). All rights reserved.
http://dx.doi.org/10.1016/j.ejor.2015.06.008
0377-2217/© 2015 Elsevier B.V. and Association of European Operational Research Societies (EURO) within the International Federation of Operational Research Societies (IFORS).
All rights reserved.
402 T. Wang et al. / European Journal of Operational Research 247 (2015) 401–413
availability of operating rooms and surgeons. Second, a daily schedul- research. This is an important constraint for team building that has
ing problem is solved to determine the sequence of operations in each not carried weight in previous research works (except in Meskens
operating room (Fei, Chu, & Meskens, 2009). et al., 2013). It has frequently been noted that the same people work
Managing the operating theatre is a complex task because surgi- together every day in the operating room for long periods of time.
cal cases must be planned and scheduled so as to minimize the costs A strong affinity in teamwork can generate synergy through a co-
of operating rooms and satisfy the needs and requests of surgeons, ordinated effort, and allows each member to maximize his or her
anesthetists and nurses. Satisfying the patient’s needs and managing strengths and minimize his or her weaknesses. Obviously, the surgi-
the material resources must also be taken into account. Moreover, cal team’s effectiveness contributes to better communication and so
human and material resources are in limited supply, and legal regu- to quality and safety in the health care received by patients. A grow-
lations have to be fulfilled. ing number of studies have demonstrated this point (Carney, West,
Our study focuses on the daily scheduling of surgical cases at Neily, Mills, & Bagian, 2010; Kurmann et al., 2010; Sekhar and Manto-
the operational level, taking into account human and material con- vani, 2015; Tibbs & Moss, 2014; Weaver et al., 2010).
straints. The role of human beings in the decision-making process Each resource limitation included in an operating theatre man-
cannot be ignored. The operating theatre employs various teams of agement model leads to an increase in its complexity, in terms of the
workers (surgical, nursing, anesthetic, maintenance, etc.). Given the number of variables and/or the number of constraints and the com-
limitations on resources, scheduling their activities is crucial to the putational time required to solve the optimization problem. In the
efficient performance of their work. Some constraints are linked to case of highly constrained problems, however, where the solutions
restrictions on the availability of resources: these include the open- space might be narrow and fragmentary, exact methods could pro-
ing hours of the operating rooms, the availability of surgeons, anes- vide optimal solution within reasonable time. Constraint program-
thetists and nurses, and the availability and numbers of surgical in- ming (CP) may also be another adequate tool for our highly con-
struments, and recovery beds. Other constraints are linked to the strained target problem. Indeed, the goal of CP is to solve problems
specificities of the resources (e.g. the versatility of the operating when combinatorial optimization has to handle many variables and
rooms, staff qualifications). Similarly, just as the operating rooms may constraints.
be dedicated to certain types of procedures, the medical staff may The major difficulty encountered in solving a combinatorial opti-
also be specialized. The operating theatre manager therefore has to mization problem is the explosion in the number of combinations as
try to harmonize resources and increase the versatility of the staff so the number of variables increases. The main problem when consid-
as to optimize the use of the operating theatre. ering such a huge set of combinations is the amount of computing
The daily scheduling of the operating rooms is a highly con- hours or days required to find an optimal solution. This is not ac-
strained problem. A recent review by Meskens, Duvivier, and ceptable in the context of time-limited decision-making. However,
Hanset (2013) suggests that very few studies of this prob- unlike the classical mathematical approach, the constraint program-
lem have taken into account the constraints of both mate- ming paradigm is based on “reasoning” about the constraints and is
rial and human resources. The only constraints on human re- still efficient when a lot of constraints are involved. This is one of the
sources which are normally considered are the number and reasons why we chose to use constraint programming. This method
availability of surgeons, stretcher-bearers and anesthetists and also has the advantage of providing the user with different modes of
sometimes of nurses and surgeon assistants (Beliën & Demeule- functioning when searching for a solution in the path tree of solutions
meester, 2007; Fei et al., 2009, 2010; Guinet & Chaabane, 2003; (Krzysztof, 2003).
Ghazalbash, Sepehri, Shadpour, & Atighehchian, 2012; Hashemi, Based on logic programming and graph theory, constraint pro-
Rousseau, & Pesant, 2014; Marcon, Kharraja, & Simonnet, 2003; gramming is an alternative to mathematical programming for com-
Roland, Di Martinelly, Riane, & Pochet, 2010; Vijayakumar, Parikh, plex problems that have a slow convergence. It is also an efficient
Scott, Barnes, & Gallimore, 2013; Wang et al., 2014). Recent works approach to solving and optimizing problems in the event of nonlin-
(Marques, Captivo, & Vaz Pato, 2012; Van Huele & Vanhoucke, 2014) ear constraints, logical statements, or non-convex solution space. This
also consider the surgeon’s workload. A very small number of re- includes time-tabling problems, sequencing problems, and alloca-
search papers have taken into account priorities between patients tion or rostering problems (IBM ILOG, 2010). Constraint programming
(Cardoen, Demeulemeester, & Belien, 2009a, 2009b; Min & Yih, has been widely applied in industrial scheduling problems (Baptiste,
2010a, 2010b). In general, the material constraints taken into ac- LePape, & Nuijten, 2001; El Khayat, Langevin, & Riopel, 2006;
count are limited to the number of operating rooms, the availabil- Harjunkoski & Grossmann, 2002; Novas & Henning, 2014), but has
ity of specific materials and the number of beds in the recovery rarely been used in the field of healthcare. Some perspectives in
room (Augusto, Xie, & Perdomo, 2010; Bulgarini, Di Lorenzo, Lori, the literature have recommended the use of constraint program-
Matarrese, Schoen, 2014; Fei, Meskens, & Chu, 2010; Ghazalbash et al., ming for solving nurse rostering problems in operating theatres
2012; Kharraja, Hammami, & Abbou, 2004; Pham, & Kinkert, 2008; (Trilling, 2006), staff scheduling in healthcare (Bourdais, Galinier, &
Santibanez, Begen, & Atkins, 2007; Testi & Tànfani, 2009; Vijayaku- Pesant, 2003), and medical resident scheduling problems (Topaloglu
mar et al., 2013; Van Huele & Vanhoucke, 2014). Stochastic aspects & Ozkarahan, 2011). Recently, Hashemi et al. (2014) as well as Van
have been integrated by some authors in the planning and schedul- Huele and Vanhoucke (2014) used constraint programming based
ing problem of operating theatre such as Denton, Viapiano, and on a column generation approach to resolve a surgery-planning and
Vogl (2007), Hans, Wullink, Van Houdenhoven, and Kazemier (2008), scheduling problem. Zhao and Li (2014) resolved a scheduling of
Min and Yih, 2010a, 2010b), Lamiri (2008), Lamiri, Xie, Dolgui, and elective surgeries problem in an ambulatory surgical center. They
Grimaud (2009). proposed and compared constraint programming and Mixed Integer
However, in real life other constraints are also very important and Nonlinear Programming models to solve the scheduling problem. But
we propose in this research to take them into account. These include the treated problem was not highly constrained. The authors did not
human constraints such as the priority of some surgical cases (for ex- take into account any human or material constraints.
ample, children and people suffering from diabetes should be sched- In order to demonstrate the advantages of applying CP to a highly
uled at the beginning of the day), the preferences of surgeons, nurses constrained problem as against a traditional method, we compare a
and anesthetists, and material constraints such as the versatility of constraint programming model (CP-MOD) to a traditional mathemat-
operating rooms and the availability of medical supplies. ical programming one (MP-MOD).
In particular, the affinity relationship between two persons who In our two models, new constraints have been taken into ac-
work on the same surgical cases has been taken into account in this count, such as the priority of operations, the affinities between
T. Wang et al. / European Journal of Operational Research 247 (2015) 401–413 403
surgical team members, renewable and non-renewable resources, operation-recovery process is a two-stage no-wait flow-shop, so the
various sizes in the block scheduling strategy, and the surgical team’s scheduling of operating theatres should ensure that there will be at
preferences/availabilities. The comparison between the two models least one available recovery bed at the end of each operation. When
is the main contribution. no bed is (or will be) free at the end of the surgery, the operation is
Following this introduction, the problem is defined mathemati- not (or will not be) performed. The patient can be transferred to the
cally in the second part of the paper, which sets out its notations and normal bed only after his/her recovery.
hypothesis. The third and fourth parts describe respectively the MP
and CP scheduling models, and the fifth part compares the two mod- 2.1. Problem statement
els. This comparison is made on the one hand by the minimization
of the makespan, and on the other hand by the minimization of the The notations of input data used for the two models are listed
weighted sum of the completion time. Finally we present our conclu- below:
sions and perspectives. The set of all the surgical cases
Table 1
Example of matrix MS (s, t), giving the availability of Surgeons 1, 2 and 3 between 8.00 and 20.00.
8.00 8.30 9.00 9.30 10.00 10.30 11.00 11.30 12.00 … 19.30
T 1 2 3 4 5 6 7 8 9 … 24
Surgeon 1 0 0 0 0 0 1 1 1 1 … 1
Surgeon 2 1 1 1 1 1 0 0 0 0 … 0
Surgeon 3 0 0 0 1 1 1 1 1 0 … 0
Nurs.N
…
Nurs.2
AffNN(n1 ,n2 )
AffSN(s,n)
3. The MP model
Anes.A
work schedule.
The operations have to be placed individually; each one is de-
Anes.2
ing the assignment of operation o in this room. Only the binary vari-
ables relative to the operation for the room in question and for the
sequence of time slots occupied by the operation will be set to 1;
Nurs.N
Surg.S
Surg.1
ables take the value 1 not only at the beginning of the operation but
throughout its duration in a given room r.
Nurs.N
…
1
1
1
1
…
…
…
…
0 otherwise
OTB(o,t,b) = 1 if operation o is assigned at time t to recovery bed b
Nurs.2
0 otherwise
…
…
1
1
0 otherwise
…
…
1
1
1
0
…
1
1
1
0
1
…
…
…
…
…
s.t.
C2,o = B2,o +dbo − 1 (1b)
Anes.2
…
1
1
1
1
o −1
R LSo +d
do .(do −1)
t.OT R(o, t, r) −
…
…
1
1
1
0
2
r=1 t=ESo
B1,o = ∀o ∈ (2)
do
Nurs.N
Nurs.2
Nurs.1
Surg.2
Surg.S
Surg.1
Table 3
…
B LSo +d
o +dbo −1
dbo .(dbo −1)
t.OT B(o, t, b) − 2
b=1 t=ESo +do
B2,o = ∀o ∈
dbo
(3)
406 T. Wang et al. / European Journal of Operational Research 247 (2015) 401–413
O
N
OT R(o, t, r) ≤ 1, ∀r ∈ , ∀t ∈ T (4) 2 × ST R(s, t, r) = NT R(n, t, r), ∀s ∈ S, ∀t ∈ T, ∀r ∈ s (19)
o=1 n=1
O
R
+do −1
A
R LSo
ST R(s, t, r) = AT R(a, t, r), ∀s ∈ S, ∀t ∈ T, ∀r ∈ s (21)
OT R(o, t, r) = do, ∀o ∈ (6)
a=1
r=1 t=ESo
O ∀s ∈ S, ∀a ∈ A, ∀t ∈ T, ∀r ∈ (23)
OT B(o, t, b) ≤ 1, ∀b ∈ B, ∀t ∈ T (8)
o=1
NT R(n, t, r) + AT R(a, t, r) − 1 ≤ A f f NA(n, a)
B LSo +d
o +dbo −1
∀n ∈ N, ∀a ∈ A, ∀t ∈ T, ∀r ∈ (24)
OT B(o, t, b) = dbo, ∀o ∈ (9)
b=1 t=ESo +do
⎛ LSo2 +do2 −1
⎞
OT B(o, t, b) = 0, ∀o ∈ , ∀b ∈ B, ∀t ∈/ [ESo + do, LSo + do + dbo]
⎜ OT R(o2 , t, r) ⎟
⎜ t=ESo2 ⎟ (28)
B1,o1 ≤ B1,o2 + ⎜1 − ⎟T,
⎝ do2 ⎠ The objective function (1a) and constraints (1b) and (1c) ensure
minimization of the makespan of the operating theatre.
The beginning time of an operation or a recovery is given by con-
∀o1 ∈ b , ∀o2 ∈ m , ∀r ∈ (12)
straints (2) and (3). They allow us to locate the first value 1 of the
variables OTR declared for the operation o in an operating room r or
⎛ LSo3 +do3 −1
⎞ on a recovery bed b. Constraints (4) indicate that two operations can-
not take place at the same time in the same operating room. Further-
⎜ OT R(o3 , t, r) ⎟
⎜ t=ESo3 ⎟ more, there certainly exists an exact match between every operation
B1,o2 ≤ B1,o3 + ⎜1 − ⎟T, and its surgeon. Thus, the operations allocated to each surgeon, se-
⎝ do3 ⎠
lected from the set of surgeons S, are known in advance. Constraints
(5) prevent any surgeon from conducting two operations at the same
∀o2 ∈ m , ∀o3 ∈ e , ∀r ∈ (13) time in different operating rooms. Constraints (6) and (7) were intro-
duced into the model to express the fact that an operation o has to
take place over do consecutive time slots. Constraints (6) require the
R
O
ρ ρ number of variables set to 1 to be equal to do , while constraints (7)
mok OT R(o, t, r) ≤ Mk (t ), ∀t ∈ T, ∀k ∈ K ρ (14)
specify that the variables set to 1 in this interval must be continuous,
r=1 o=1
due to the fact that the integer division of the sum of consecutive 1
by do must be equal to 1. In this way, we ensure that there is only one
R
O
mυok
T
OT R(o, t, r) ≤ Mkυ , ∀k ∈ K υ (15) string of consecutive 1, representing the operation (zero everywhere
do else). Constraints (8), (9) and (10) express the conditions at the recov-
r=1 o=1 t=1
ery room stage, for instance the fact that there is only one patient at a
OT R(o, t, r) ≤ MS (s, t ), ∀s ∈ S, ∀t ∈ T, ∀r ∈ s (16) time in a recovery bed, and that the variables OTB set to 1 have to be
o∈s continuous throughout the interval of time dbo . Constraints (11) en-
sure continuity between two stages of the procedure; the expression
ST R(s, t, r) = OT R(o, t, r), ∀s ∈ S, ∀t ∈ T, ∀r ∈ s (17) on the left indicates the last OTR set to 1 at the operating stage of an
o∈s operation, while that on the right represents the first OTB set to 1 at
the recovery stage of the same operation.
R Constraints (12) and (13) are precedence constraints. Similarly,
NT R(n, t, r) ≤ MN (n, t ), ∀n ∈ N, ∀t ∈ T (18) they express the timing requirements for the operations included
r=1 in the sets Ωb and Ωe . High priority operations should start before
T. Wang et al. / European Journal of Operational Research 247 (2015) 401–413 407
those with medium priorities, but low priority operations after those Earliest start time latest end time
with medium priorities. Constraints (14) and (15) represent the lim-
its on the renewable and non-renewable resources. The difference Operation
lies in the fact that we have to weight these variables by the inverse
of the duration of the operation to obtain comparable values. Con-
straints (16) and (17) express the availability of surgeon s at time t by Start time End time t
MS (s, t). Similarly, constraints (18) and (20) are derived from con-
Fig. 2. An interval variable.
straints (16) and express the availability of nurse and anesthetist at
time t by MN (n, t) and MA (a, t). Constraints (19) and (21) express
the fact that a team consists of a surgeon, an anesthetist and two solve time-tabling and sequencing problems usually characterized by
nurses. Constraints from (22) to (25) describe the implementation of non-linear constraints, logical constraints, and incompatibility con-
affinity relationship in the model. Team members can work together straints. The CP engine is often used as a fast generator of feasible so-
only when all combinations Aff(p1 ,p2 ) are greater than or equal to lutions, but takes a considerable amount of time in terms of finding
the affinity threshold. Constraints (26) and (27) express that one op- optimal solutions. Detailed analysis will be described in the Section 5.
eration performed by surgeon s should be placed in the time win-
dow between its earliest start time and latest end time, only in one 4. The CP model
of the operating rooms allocated to surgeon s. They also ensure that
there is no operation planned when the surgeon cannot operate. Fi- Constraint programming deals not only with logical constraints
nally, constraints (28) ensure that post-operative recovery can only used in constraint satisfaction problems (CSP), but also with mathe-
be placed in the time window between its earliest start time and lat- matical constraints that are usually solved by classical approaches. A
est end time. CP model is defined in three parts. The first part describes all decision
Constraints (7) and (10) should be linearized to be used with Cplex variables; the second gives the domain for each of these variables, in-
solver. One of the solutions is to replace each of the two constraints cluding discrete values; the third contains various sets of constraints,
with three linear constraints and new decision variables. The equiva- representing logical and mathematical relationships between
lent constraints to (7) are designed as following. variables.
x(o, t, r) ≥ OT R(o, t, r) − OT R(o, t − 1, r) ∀o ∈ , ∀t ∈ T (7a)
4.1. Decision variables
T
R
x(o, t, r) = 1 ∀o ∈ (7b) The operations are represented by interval variables instead of bi-
t=1 r=1 nary variables in MP-MOD. An interval variable represents an interval
of time during which an operation is performed. In general, it is de-
OT R(o, 0, r) = 0 ∀o ∈ , ∀r ∈ (7c) fined (see Fig. 2) by its inherent attributes, such as earliest start time,
latest end time and duration, but its position in time or its start time
In the same way, the equivalent constraints to (10) are designed are unknowns in CP-MOD. In contrast, an operation’s start time in
as following. MP-MOD should be deduced from output results, once the optimal
solution is found. The definition of interval variables for operations is
1 if recovery after operation o starts at time t in
y(o, t, b) = bed b given as follows (definition 29).
0 otherwise
INTERVAL operation (o in ) in ESo .. LSo + do − 1 SIZE do
y(o, t, b) ≥ OT B(o, t, b) − OT B(o, t − 1, b) ∀o ∈ , ∀t ∈ T (10a) (29)
T
B 4.2. Logical relationships
y(o, t, b) = 1 ∀o ∈ (10b)
t=1 b=1 An operation can be performed only when all human and mate-
rial resources are brought together. A six-tuple <o,s,r,n1 ,n2 ,a> is pro-
OT B(o, 0, b) = 0 ∀o ∈ , ∀b ∈ B (10c) posed to represent team building for a given operation. The objective
is to make a preselecting constraint that generates all possible sur-
An overview analysis of MP model is performed to estimate the
gical teams which satisfy affinity constraints. An instance of the six-
size of the scheduling problem. The number of decision variables de-
tuple is composed of an operation o, the surgeon s who is capable
pends on (o+s+n+a)∗t∗r+o∗t∗b, and the number of constraints are
to perform the operation o, an operating room r allocated to s, two
given in Table 4 below. The size of the problem scales up quickly with
nurses n1 , n2 , and an anesthetist a, with all (Aff(p1 ,p2 ) > threshold)
the time-splitting scheme and the number of operations, surgeons,
satisfied. The set of all possible surgical teams can be expressed in
nurses, anesthetists, operating rooms, and recovery beds. A MP opti-
terms of the definition (30). In the same way, the set of all operation-
mization engine will take a considerable amount of time to analyze
recovery combinations is obtained by the definition (31). These two
the model’s feasibility and to calculate the optimal solution in a frag-
definitions also considerably reduce the search space of the schedul-
mented solution space.
ing problem.
∀s ∈ S, ∀o ∈ s , ∀r ∈ s , ∀n1 , n2 ∈ N, n1 = n2 , ∀a ∈ A,
Teams = < o, s, r, n1 , n2 , a > A f f SA(s, a) × A f f SN(s, n1 ) × A f f NA(n1 , a) × A f f SN(s, n2 ) (30)
×A f f NA(n2 , a) × A f f NN(n1 , n2 ) > 0
Due to the limits introduced by the use of linearization in solv- Recovery = {< o, b > |∀b ∈ B, ∀o ∈ } (31)
ing scheduling problems, the effectiveness of MP models is appar-
ently not guaranteed, especially for large-scale problems. In con- In one of the solutions generated by the CP-MOD, only one six-
trast, constraint programming offers suitable modeling techniques to tuple per operation will be present. The others, having not satisfied
408 T. Wang et al. / European Journal of Operational Research 247 (2015) 401–413
Table 4
Overview analysis about number of constraints in MP-MOD.
Set of constraints Decision matrix Number of constraints Set of constraints Decision matrix Number of constraints
S
4 OTR R∗T 17 STR, OTR T ∗ |s |
s=1
5 OTR S∗T 18 NTR N∗T
6 OTR O 19 STR, NTR S∗T∗R
7 OTR O 20 ATR A∗T
8 OTB B∗T 21 STR, ATR S∗T∗R
9 OTB O 22 STR, NTR S∗T∗R∗N
10 OTB O 23 STR, ATR S∗T∗R∗A
11 OTR, OTB O 24 NTR, ATR N∗T∗R∗A
12 OTR R∗Ob ∗Om 25 NTR N²∗T∗R
13 OTR R∗Om ∗Oe 26 OTR O∗T∗R
S
14 OTR T∗|Kρ | 27 OTR Os ∗ T ∗ (R − |s |)
s=1
15 OTR |Kυ | 28 OTB O∗T∗B
S
16 OTR T ∗ |s |
s=1
all constraints and the objective function, are absent. This can be ex-
pressed by a Boolean function (32).
2
true, ∀x ∈ Teams, x is present
presenceOf(x) = (32)
false, ∀x ∈ Teams, x is absent 1
Sched (n) = operation (x)∀x ∈ Teams, presenceOf (x),
Avail(n ∈ N) = stepwise(t ∈ T ) Mn (n, t ) → t; 0 (39)
x.n1 = n or x.n2 = n} ∀n1 , n2 ∈ N (34)
Sched(a) = operation(x)∀x ∈ Teams, presenceOf(x), x.a = a Avail(a ∈ A) = stepwise(t ∈ T ) Ma (a, t ) → t; 0 (40)
(47)
Once the two models have been properly formulated and speci-
fied, we are now able to compare them and assess which is the more
successful. The models were both run on a Core2TM Duo processor
presenceOf(x) ⇒ Avail (s) ∧ Avail (n1 ) ∧ Avail (n2 ) ∧ Avail (a) = 1 (2 GHz, 4 GB RAM, Operating System: Windows 7). The MP-MOD,
∀x ∈ Teams, x.s = s, x.n1 = n1 , x.n2 = n2 , x.a = a, using mixed-integer programming, was coded in Optimization Pro-
start(operation(x)) ≤ t ≤ end(operation(x)) gramming Language and solved by Cplex 12.5 (IBM ILOG, 2010).
(48) The CP-MOD uses a constraint-programming method. It was
solved by the Constraint Programming Optimizer included in IBM
ILOG optimizers. This method possesses the descriptive power
Qty(k) ≥ 0 ∀k ∈ K ρ ∪ K υ (49)
needed to model this kind of problem accurately. Built on an event-
The objective function (42) ensures minimization of the makespan based propagation mechanism with back-tracking structure, con-
of the operating theatre. The function endOf(o) gives the end of re- straint programming also offers the advantage of finding a feasible
covery of the operation o, and we have endOf(o) = C2, o . Constraints solution via a depth-first search algorithm, or a more sophisticated,
(43) are used to indicate that no overlap is allowed between two branch-and-bound type of search can be carried out to find an opti-
operations inside an individual schedule of any resource, such as mal solution. However such searches tend to involve extremely long
surgeon, nurse, anesthetist, operating room, and recovery bed. Con- computing time (Fages, 1996).
straints (44) and (45) state that for a given operation, the presence
of one surgical team and one recovery bed is exclusive in a gen- 5.1. Input data
erated solution, hence there does not exist another alternative that
is admitted at the same time. Constraints (46) and (47) are prece- In order to evaluate the proposed methods of improving the prac-
dence constraints. Constraints (46) ensure that recovery starts as tical arrangement of surgical cases in the operating theatre, real life
soon as the operation finishes. Constraints (47) express that opera- data from a Belgian University Hospital are used in this study. In this
tions with higher priority should start before those with lower prior- hospital, there are nine surgical specialties: stomatology, gynecology,
ity. Constraints (48) are used to ensure that a six-tuple can be cho- urology, orthopedic surgery, ENT/otorhinolaryngology, ophthalmol-
sen into a feasible solution only if all necessary human resources are ogy, pediatric surgery, plastic surgery and abdominal surgery. The op-
available during the whole period of operation. Finally, Constraints erating theatre in this hospital is composed of 4 operating rooms and
(49) concern the available quantity of renewable and non-renewable one recovery room with 8 beds. Normally, all the operating rooms
resources. are open from 8 a.m. to 6 p.m., and can be extended to 8 p.m. if nec-
essary. The recovery room opens simultaneously with the operating
4.4. Comparison with the MP model rooms and does not close until the last patient has left the operating
theatre.
There are various ways to model this daily scheduling problem, The main aim is to provide the operating theatre manager with
and the choice of modeling is crucial to the performance of the model. a good solution, which satisfies all the constraints and can be com-
Our MP and CP models have been optimized but remain accurate to puted in a short time. The data used in this study come from 6321
the real world constraints. The comparison between these two mod- records from the operating theatre, collected over a one-year period.
els is based on our choice of modeling that aims at testing their re- The data consist mainly of date of surgery, induction time, the start
spective abilities. time and end time of surgery, the time the patient left the operating
First, the decision variables are defined in different ways. Binary room, the surgeon and specialty for each surgical case, the reason for
variables are used in the MP model to describe each of the five de- admittance and some personal information (the patient’s birthday,
cision variables in a three-dimensional matrix. The core element of gender, etc.). Overtime hours are not considered because we have de-
this daily scheduling problem, the operations, is represented by a se- fined the time slots for a working day as fixed. However they could be
quence of OTR (o,t,r). However in the CP model, an integrated interval taken into account by allocating them a specific hourly cost, higher
variable is sufficient to describe an operation. than that which applies during the normal day.
In order to ensure that an operation is correctly represented in The same surgical cases undertaken by the same surgeons using
output results, Constraints (6) and (7) should be introduced into the the same resources were analyzed in each model, with the duration
410 T. Wang et al. / European Journal of Operational Research 247 (2015) 401–413
Table 5
Data sets.
Data sets Operations Surgeons Anesthetists Nurses Renewable resources Non-renewable resources Operating rooms Recovery beds
D1 8 4 4 8 5 5 4 8
D2 15 7 4 8 5 5 4 8
D3 17 9 4 8 5 5 4 8
Table 6
Comparison of solutions obtained through MP-MOD.
MP-MOD
Data set Affinity threshold Number of constraints Number of variables Number of solutions Makespan Time (opt.)
Table 7
Comparison of solutions obtained through CP-MOD.
CP-MOD
Data set Affinity threshold Number of constraints Number of variables Number of solutions Makespan Time (best) End time
of the time slots set to 30 minutes (the greatest common factor of matrix inside a data set, the numbers of constraints and variables do
operation durations). Besides the performance comparison between not change along with the threshold value for a given data set, but in-
two models, their robustness is also evaluated using three datasets crease from a small data set to a larger one. In D1, eight surgical cases
of various sizes (from D1 to D3 in Table 5), with all constraints taken need to be scheduled; if the threshold value is set to 5 or 6, the objec-
into account. For example, the dataset 3 for this day consists of 17 tive function leads to an optimal solution to 14 time-slots within less
operations, 9 surgeons, 8 nurses, 4 anesthetists, 5 renewable material than 27 seconds. Using D2 and D3, the optimal solution found - also
resources and 5 non-renewable resources. The differences between within a reasonably short time - is that all surgical cases can be fin-
datasets consist in the numbers of operations and of surgeons. ished before the end of 24th time-slot. When the threshold value goes
As mentioned earlier in Section 2.1, the integer affinity matrix is beyond 6, no any feasible solution can be found, because no surgi-
transformed into a binary matrix by using a threshold value. In the cal teams can be formed. The column ‘Number of solutions’ indicates
presented results the threshold value is set to 5, the median value. It that the number of feasible solutions found before the solver termi-
will then be increased successively in a sequence of testing scenarios nates. There are a few solutions which can satisfy all the constraints.
as shown in Table 6. This phenomenon, as mentioned at the beginning of the paper, cor-
responds to the main characteristic of highly constrained problems.
5.2. Computational results with the makespan objective Table 7 shows the results generated by the CP-MOD. With re-
gard to constraints, their number is much larger in CP-MOD than in
The objective function in both models is defined by a simple for- MP-MOD, because the CP engine needs to generate more domain in-
mulation that minimizes the makespan, that is, the maximum job formation about the variables from the compact formulation of the
completion time, as presented by the functions (1a) and (42). Tables problem, in order to perform a filtering algorithm. In consequence,
6 and 7 compare the computational results of the two models. much more memory is required. However, fewer variables are em-
Table 6 gives the results obtained from experiments using the MP- ployed since an operation is represented by only one interval variable,
MOD. All the three data sets have been introduced into the model suc- instead of a sequence of binary variables. An important phenomenon
cessively, and for each of these data sets, different threshold values should be noted; the numbers of constraints and variables decrease
have been applied. Since the threshold value only affects the affinity when the threshold value increases from 5 to 6, as opposed to what
T. Wang et al. / European Journal of Operational Research 247 (2015) 401–413 411
Table 8
Comparison of solutions obtained through MP-MOD.
MP-MOD
Data set Affinity threshold Number of constraints Number of variables Number of solutions Makespan Time (opt.)
Table 9
Comparison of solutions obtained through CP-MOD.
CP-MOD
Data set Affinity threshold Number of constraints Number of variables Number of solutions Makespan Time (best) End time
we have indicated in Table 6. The problem size is then reduced. As And in the CP-MOD
a result, the solver can find a feasible solution much more rapidly.
Minimize w1 endO f (o) + w2 endO f (o)
In other words, the CP-MOD is highly sensitive to restrictions, even
o∈Ob o∈Om
when they are configured inside the input data. As for the solutions’
quality, only one solution has been identified in each scenario, but + w3 endO f (o) (51)
this first and best solution was found slightly quicker than the cor- o∈Oe
responding computing time of the MP-MOD. In the cases where the where w1 , w2 , and w3 are non-negative weights and w1 >>w2 >>w3 .
threshold value is set to 6 in D2 and D3, the CP-MOD gives a bet- Tables 8 and 9 compare the computational results after imple-
ter solution than the MP-MOD in less than 3 seconds. The column menting this new objective function.
‘End time’ indicates the time spent before the CP-MOD reaches the Table 8 presents better results compared with those in Table 6.
fail limits1 . CP-MOD is obviously inefficient in identifying optimal so- There is indeed a very small difference in terms of problem size after
lutions, due to long computing time. But it does not seem necessary changing the objective function, while optimal solutions are found
to seek the optimum solution for a highly constrained and frequently ten times faster than before. However, it should be noted that this
encountered problem, like the daily scheduling problem. weighted sum objective function remains a specific function specially
designed for our daily surgical scheduling problem. In contrast, our
initial objective function (minimizing the makespan) is a more gen-
5.3. Computational results with a weighted sum objective function eral function fitting most scheduling problems.
Table 9 compares the results obtained from the CP-MOD after
The makespan objective function used initially in the two models changing the objective function to a weighted sum. With regard to the
is a logical function rather than a mathematical one. Now that the CP- problem size, none of the numbers of constraints and variables has
MOD with the makespan objective seems to be better than the MP- been changed, compared to Table 7. Though the same best makespan
MOD, it becomes necessary to estimate whether the CP-MOD retains can always be found in each experiment, the amount of time spent
an advantage under a pure mathematical objective function. A second has increased. Especially, the ‘End time’ becomes very long. The CP
objective function is then designed as follows. solver takes much more time to examine the feasibility of one poten-
In the MP-MOD tial solution. In addition, when D3 is used and the threshold value
is set to 6, the CP-MOD returned 12 feasible solutions, among which
Minimize w1 C2,o + w2 C2,o + w3 C2,o (50) 10 refer to the same makespan (i.e. 23). That means, a lot of alterna-
o∈Ob o∈Om o∈Oe tives have been found which satisfy all the constraints including all
the precedence constraints. Only the order of several surgical oper-
ations is different between two alternatives. In real life, any of these
1
Considering extremely long computing time before finding the optimal solution
alternatives conforms to what we expect in an operating theater; nev-
with CP optimizer, we set the fail limit to 200,000 in the CP-MOD as a stopping rule. ertheless, having more alternatives is conducive to the management
That means 200,000 failures can occur before terminating the search. of an operating theater facing unexpected events.
412 T. Wang et al. / European Journal of Operational Research 247 (2015) 401–413
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